Market Risk Model Validation - Quantitative Analyst
nr ref: 26/1/2024/GW
W Antal zajmujemy się rekrutacją od ponad 20 lat. Dzięki działaniu w 10 wyspecjalizowanych dywizjach, świetnie orientujemy się w aktualnych trendach branżowych. Precyzyjnie określamy specyfikę stanowiska, klasyfikując kluczowe umiejętności i niezbędne kwalifikacje. Naszą misją jest nie tylko znalezienie kandydata, którego kompetencje wpisują się w wymagania danego ogłoszenia, ale przede wszystkim stanowiska, spełniającego oczekiwania kandydata. Numer rejestru agencji zatrudnienia: 496.
We are looking for a skilled Quantitative Analyst - Model Validation for an international client in the financial industry. This role promises an engaging and challenging environment, allowing you to contribute to a compelling initiative with global impact. If you are passionate about validation and possess the expertise to drive success in this sector, we invite you to be a key player in our innovative project.
Main responsibilities:
- Writing validation reports,
- Development of tools for automation of validation process,
- Model analysis,
- Alignment with model developers and model owners,
- Learning the latest developments in trading risk models domain.
- Monitoring the latest trends and events in the industry.
Requirements:
- Completed higher education in econometrics/quantitative finance/quantitative methods/mathematics/statistics/physics;
- Min. 1 year of professional experience in modelling or validating market risk and counterparty credit risk models for trading books;
- Knowledge of market risk models e.g. VaR, Expected Shortfall, FRTB) and/ or counterparty credit risk (e.g. SIMM, CVA, PFE calculation),
- Experience in quantitative model validation or model development in the area of Trading Risk or generic Market Risk,
- Fluent English and Polish;
- Team player with people-oriented focus.
Offer:
- Ability to work in the hybrid model;
- Stable employment;
- Flexible working hours;
- Daily work using English in an international environment;
- Participation in interesting, strategic projects;
- Opportunity to obtain additional professional training;
- An attractive package of benefits (medical care, insurance, use of the corporate gym, relaxation zone).
